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Home | Alumni | Key Alumni Publications

Alumni types

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24 key alumni publications

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  • Koopman, S., Lucas, A. and Schwaab, B. (2011). Modeling frailty correlated defaults using many macroeconomic covariates Journal of Econometrics, 162(2):312--325.
  • Creal, D., Koopman, S. and Lucas, A. (2011). A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations Journal of Business and Economic Statistics, 29(4):552--563.
  • Boswijk, H. and van der Weide, R. (2011). Method of moments estimation of GO-GARCH models Journal of Econometrics, 163(1):118--126.
  • van Kippersluis, H., O'Donnell, O. and van Doorslaer, E. (2011). Long Run Returns to Education: Does Education lead to an Extended Old Age? Journal of Human Resources, 46(4):695--721.